Quantitative Strategist - Top Global Hedge Fund

We are a global, multi-strategy investment firm with a culture built on intellectual rigor, close collaboration, and direct access. This is a rare seat — one that sits at the intersection of quantitative research, systematic development, and active desk engagement. You won't be siloed. You will work alongside portfolio managers, traders, and researchers who expect you to contribute across the full spectrum of the investment process, from signal ideation through live implementation. High-visibility role for a quant strat who is ready to move beyond back-office research and embed themselves directly in how capital is deployed. You'll have a named seat on the desk, a voice in real decisions, and genuine mentorship from senior investors. What You’ll Do Research & Alpha Generation Design and test systematic signals across equity, rates, and/or macro markets Develop and own factor frameworks from idea through portfolio integration Conduct rigorous empirical research with a strong emphasis on out-of-sample robustness Present findings directly to portfolio managers and investment committee Development & Infrastructure Build and maintain production-quality research and analytics pipelines Improve the team's tooling for backtesting, risk attribution, and performance analysis Collaborate with technology to scale research into live systems Own your code end-to-end — from research notebook to deployed strategy Desk Work & PM Support Partner with traders and PMs on real-time analytics and risk monitoring Support investment decisions with quantitative framing and data-driven insight Contribute to portfolio construction discussions and sizing decisions Build relationships across the firm's investment teams globally Who You Are 2–5 years of experience as a quantitative strategist, quant researcher, or quant developer at a hedge fund, asset manager, prop trading firm, or investment bank Advanced degree (MS or PhD preferred) in mathematics, statistics, physics, computer science, financial engineering, or a related quantitative discipline Deep proficiency in Python; experience with scientific/data stack (pandas, numpy, scipy, scikit-learn); SQL and data engineering exposure a strong plus Track record of taking research from conception through production - you understand what it takes to make something live, not just publishable Genuine intellectual curiosity about markets - you read widely, form views independently, and can articulate the economic intuition behind your models Comfortable communicating quantitative ideas to non-quant audiences - this role demands both technical excellence and real interpersonal presence High standards and low ego - you thrive in a collegial, high-performance environment where the best idea wins regardless of seniority Why this role Many quant roles offer one of three things: great research, strong development, or desk access. This role is one of the few that genuinely offers all three - in a firm small enough that you'll know every senior investor by name, and large enough that the resources, data, and market access are world‑class. The culture is unusually direct. You will be seen, heard, and developed #J-18808-Ljbffr Mondrian Alpha